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xmaker: improve fee price updating

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c9s 2024-10-07 17:12:49 +08:00
parent 2599a4bcd3
commit 544c172a9c
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1 changed files with 11 additions and 2 deletions
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13
pkg/strategy/xmaker/strategy.go
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@ -26,6 +26,8 @@ import (
var defaultMargin = fixedpoint.NewFromFloat(0.003) var defaultMargin = fixedpoint.NewFromFloat(0.003)
var two = fixedpoint.NewFromInt(2) var two = fixedpoint.NewFromInt(2)
const feeTokenQuote = "USDT"
const priceUpdateTimeout = 30 * time.Second const priceUpdateTimeout = 30 * time.Second
const ID = "xmaker" const ID = "xmaker"
@ -236,7 +238,6 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
} }
if s.SubscribeFeeTokenMarkets { if s.SubscribeFeeTokenMarkets {
feeTokenQuote := "USDT"
subscribeOpts := types.SubscribeOptions{Interval: "1m"} subscribeOpts := types.SubscribeOptions{Interval: "1m"}
sourceSession.Subscribe(types.KLineChannel, sourceSession.Exchange.PlatformFeeCurrency()+feeTokenQuote, subscribeOpts) sourceSession.Subscribe(types.KLineChannel, sourceSession.Exchange.PlatformFeeCurrency()+feeTokenQuote, subscribeOpts)
makerSession.Subscribe(types.KLineChannel, makerSession.Exchange.PlatformFeeCurrency()+feeTokenQuote, subscribeOpts) makerSession.Subscribe(types.KLineChannel, makerSession.Exchange.PlatformFeeCurrency()+feeTokenQuote, subscribeOpts)
@ -1494,6 +1495,7 @@ func (s *Strategy) CrossRun(
s.priceSolver = pricesolver.NewSimplePriceResolver(sourceMarkets) s.priceSolver = pricesolver.NewSimplePriceResolver(sourceMarkets)
s.priceSolver.BindStream(s.sourceSession.MarketDataStream) s.priceSolver.BindStream(s.sourceSession.MarketDataStream)
s.sourceSession.UserDataStream.OnTradeUpdate(s.priceSolver.UpdateFromTrade)
s.accountValueCalculator = bbgo.NewAccountValueCalculator(s.sourceSession, s.priceSolver, s.sourceMarket.QuoteCurrency) s.accountValueCalculator = bbgo.NewAccountValueCalculator(s.sourceSession, s.priceSolver, s.sourceMarket.QuoteCurrency)
if err := s.accountValueCalculator.UpdatePrices(ctx); err != nil { if err := s.accountValueCalculator.UpdatePrices(ctx); err != nil {
@ -1502,7 +1504,14 @@ func (s *Strategy) CrossRun(
s.sourceSession.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(k types.KLine) { s.sourceSession.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(k types.KLine) {
feeToken := s.sourceSession.Exchange.PlatformFeeCurrency() feeToken := s.sourceSession.Exchange.PlatformFeeCurrency()
if feePrice, ok := s.priceSolver.ResolvePrice(feeToken, "USDT"); ok { if feePrice, ok := s.priceSolver.ResolvePrice(feeToken, feeTokenQuote); ok {
s.Position.SetFeeAverageCost(feeToken, feePrice)
}
}))
s.makerSession.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(k types.KLine) {
feeToken := s.makerSession.Exchange.PlatformFeeCurrency()
if feePrice, ok := s.priceSolver.ResolvePrice(feeToken, feeTokenQuote); ok {
s.Position.SetFeeAverageCost(feeToken, feePrice) s.Position.SetFeeAverageCost(feeToken, feePrice)
} }
})) }))